A construct a martingale that converges to -8 as as n 8
(a) Construct a martingale that converges to -∞ a.s. as n → ∞.
Sums of independent random variables with mean 0 are usually a good try.
(b) Construct a non-negative sub martingale that converges to 0 a.s. as n → ∞.
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a construct a martingale that converges to -infin as as n rarr infinsums of independent random variables with mean 0
show that a predictable martingale is as constant formally show that if xn fn n ge 0 is a martingale such that xnisin
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